+2,053.0%
LLY vs AMT
+134.2%
+1,918.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +4.6% | -2.2% | +6.7% | +5.2% |
| 30D | +22.4% | +5.8% | +16.6% | +20.3% |
| 3M | +17.1% | +12.6% | +4.6% | +12.9% |
| 6M | +44.6% | +8.3% | +36.3% | +40.4% |
| YTD | +33.5% | +11.4% | +22.0% | +28.3% |
| 1Y | +41.1% | +7.7% | +33.4% | +36.9% |
| 3Y | +143.8% | +14.8% | +129.0% | +126.1% |
| 5Y | +473.4% | -18.0% | +491.3% | +489.9% |
| All | +2,053.0% | +134.2% | +1,918.8% | +1,537.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling